+10,548.7%
LMT vs VRTX
+11,793.0%
-1,244.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +19.9% | +11.8% | +8.0% | +18.9% |
| 3M | +0.2% | +3.2% | -3.0% | -0.1% |
| 6M | +17.4% | +21.0% | -3.6% | +15.8% |
| YTD | +27.2% | +19.7% | +7.5% | +25.4% |
| 1Y | +35.6% | +25.0% | +10.6% | +33.3% |
| 3Y | +47.1% | +45.2% | +1.9% | +42.3% |
| 5Y | +103.7% | +189.7% | -86.1% | +87.6% |
| 10Y | +203.5% | +489.8% | -286.3% | +166.2% |
| All | +10,548.7% | +11,793.0% | -1,244.3% | +7,622.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling